Jean-François Fillion - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T19:23:07+00:00An Intraday Analysis of the Effectiveness of Foreign Exchange Intervention
https://www.bankofcanada.ca/1999/02/working-paper-1999-4/
This paper assesses the effectiveness of Canada's official foreign exchange intervention in moderating intraday volatility of the Can$/US$ exchange rate, using a 2-1/2-year sample of 10-minute exchange rate data. The use of high frequency data (higher than daily frequency) should help in assessing the impact of intervention since the foreign exchange market is efficient and […]1999-02-03T11:00:36+00:00enAn Intraday Analysis of the Effectiveness of Foreign Exchange Intervention1999-02-03Exchange ratesFinancial marketsWorking Paper 1999-4 https://www.bankofcanada.ca/wp-content/uploads/2010/05/wp99-4.pdfAn Intraday Analysis of the Effectiveness of Foreign Exchange InterventionNeil BeattieJean-François FillionFebruary 1999FF3F31GG1G15La courbe de Phillips au Canada : un examen de quelques hypothèses
https://www.bankofcanada.ca/1997/01/working-paper-1997-3/
This study, which draws on a variety of research on price dynamics in Canada, examines some hypotheses that might explain the poor quality of recent inflation forecasts based on the conventional Phillips curve.1997-01-03T11:38:35+00:00frLa courbe de Phillips au Canada : un examen de quelques hypothèses1997-01-03Inflation and pricesInflation targetsWorking Paper 1997-3https://www.bankofcanada.ca/wp-content/uploads/2010/05/wp97-3.pdfLa courbe de Phillips au Canada : un examen de quelques hypothèsesJean-François FillionAndré LéonardJanuary 1997CC5C52EE3E31L'endettement du Canada et ses effets sur les taux d'intérêt réels de long terme
https://www.bankofcanada.ca/1996/10/working-paper-1996-14/
This paper examines the effects that Canada's indebtedness has on Canadian real long-term interest rates, using the vector error-correction model (VECM). Our results show that there is a strongly cointegrated relationship between real interest rates in Canada, U.S. real interest rates, and Canadian public and external debt ratios.1996-10-02T09:41:26+00:00frL'endettement du Canada et ses effets sur les taux d'intérêt réels de long terme1996-10-02Fiscal policyInterest ratesWorking Paper 1996-14https://www.bankofcanada.ca/wp-content/uploads/2010/05/wp96-14.pdfL’endettement du Canada et ses effets sur les taux d’intérêt réels de long termeJean-François FillionOctober 1996EE4E43FF3F30HH6H60L'endettement du secteur privé au Canada: un examen macroéconomique
https://www.bankofcanada.ca/1994/08/working-paper-1994-7/
In this study, the author examines the hypothesis of private-sector debt overhang, which suggests that households and businesses may on occasion find themselves holding too much debt and so decide to reduce it by cutting back expenditures. His aim is to determine whether this hypothesis can help explain the weakness of credit growth and the sluggishness of the recent economic recovery in Canada.1994-08-01T13:48:25+00:00frL'endettement du secteur privé au Canada: un examen macroéconomique1994-08-01Sectoral balance sheetWorking Paper 1994-7https://www.bankofcanada.ca/wp-content/uploads/2010/04/wp94-7.pdfL’endettement du secteur privé au Canada : un examen macroéconomiqueJean-François FillionAugust 1994Un modèle du coût du financement et du ratio d'endettement des entreprises non financières
https://www.bankofcanada.ca/1992/10/technical-report-no61/
The main aim of this paper is to calculate the cost of financing for Canadian non-financial businesses and to develop a model to explain financing cost trends on the basis of selected macroeconomic variables. The model described herein is a system based on four equations: one for the real after-tax cost of financing; one for […]1992-10-01T11:45:47+00:00frUn modèle du coût du financement et du ratio d'endettement des entreprises non financières1992-10-01Economic modelsJean-François FillionOctober 1992